A generalization of variance bounds
AbstractUpper and lower bounds for the variance of a random variable are obtained in terms of the density-quantile function. Some applications of these bounds to order statistics are given
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 28 (1996)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Papathanasiou, V., 1990. "Some characterizations of distributions based on order statistics," Statistics & Probability Letters, Elsevier, vol. 9(2), pages 145-147, February.
- Cacoullos, T. & Papathanasiou, V., 1989. "Characterizations of distributions by variance bounds," Statistics & Probability Letters, Elsevier, vol. 7(5), pages 351-356, April.
- Cacoullos, T. & Papathanasiou, V., 1985. "On upper bounds for the variance of functions of random variables," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 175-184, July.
- Arnold, Barry C. & Brockett, Patrick L., 1988. "Variance bounds using a theorem of Polya," Statistics & Probability Letters, Elsevier, vol. 6(5), pages 321-326, April.
- Balakrishnan, N. & Cramer, E. & Kamps, U., 2001. "Bounds for means and variances of progressive type II censored order statistics," Statistics & Probability Letters, Elsevier, vol. 54(3), pages 301-315, October.
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